BurStFin (version 1.3)

fitted.statfacmodBurSt: Variance Matrix From Statistical Factor Model

Description

Takes a statistical factor model object and produces the variance matrix that it represents.

Usage

# S3 method for statfacmodBurSt
fitted(object, output = "full", ...)

Arguments

object

an object of class statfacmodBurSt.

output

a character string that must partially match one of: "full", "systematic", "specific".

...

not used, but allows methods for inheriting objects to have additional arguments.

Value

a numeric matrix of the variance represented by the factor model, or the systematic or specific variance portion of the model.

This has two additional attributes:

number.of.factors

the number of factors used in the model.

timestamp

the date and time at which the model was originally created.

Revision

This help was last revised 2012 February 12.

See Also

factor.model.stat.

Examples

# NOT RUN {
varfac <- factor.model.stat(retmat, zero=TRUE, output="factor")
# perhaps modify loadings and uniquenesses for missing values
varian2 <- fitted(varfac) # get variance matrix from factor model

specif <- fitted(varfac, output="specific") # diagonal matrix
# }
# NOT RUN {
# }